本文印刷
全画面プリント
東京確率論セミナー
過去の記録 ～05/23｜次回の予定｜今後の予定 05/24～
| 開催情報 | 月曜日 16:00～17:30 数理科学研究科棟(駒場) 126号室 |
|---|---|
| 担当者 | 佐々田槙子、中島秀太（明治大学）、星野壮登（東京科学大学） |
| セミナーURL | https://sites.google.com/view/tokyo-probability-seminar23/ |
2025年04月21日(月)
16:00-17:30 数理科学研究科棟(駒場) 126号室
15:15〜 ２階のコモンルームでTea timeを行います。ぜひこちらにもご参加ください。
蛯名 真久 氏 (京都大学)
Malliavin-Stein approach to local limit theorems
15:15〜 ２階のコモンルームでTea timeを行います。ぜひこちらにもご参加ください。
蛯名 真久 氏 (京都大学)
Malliavin-Stein approach to local limit theorems
[ 講演概要 ]
Malliavin-Stein's method is a fruitful combination of the Malliavin calculus and Stein's method. It provides a powerful probabilistic technique for establishing the quantitative central limit theorems, particularly for functionals of Gaussian processes.
In this talk, we will see how the theory of generalized functionals in the Malliavin calculus can be combined with Malliavin-Stein's method to obtain quantitative local central limit theorems. If time allows, we will also discuss some applications to Wiener chaos. Part of this talk is based on the ongoing joint research with Ivan Nourdin and Giovanni Peccati.
Malliavin-Stein's method is a fruitful combination of the Malliavin calculus and Stein's method. It provides a powerful probabilistic technique for establishing the quantitative central limit theorems, particularly for functionals of Gaussian processes.
In this talk, we will see how the theory of generalized functionals in the Malliavin calculus can be combined with Malliavin-Stein's method to obtain quantitative local central limit theorems. If time allows, we will also discuss some applications to Wiener chaos. Part of this talk is based on the ongoing joint research with Ivan Nourdin and Giovanni Peccati.
